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dsp lecture 1

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  • Digital Signal Processing. Slide 1.1

    Module 1

    Sampling and Aliasing, System Functionsand z-transforms

    Digital Signal Processing. Slide 1.2

    Contents

    Sampling and Aliasing Concept of sampling a continuous-time signal Periodic nature of discrete-time signals in the frequency domain, the effect of

    aliasing and Nyquist sampling criterion Reconstruction of continuous-time signals from their samples

    System Functions Transfer function Frequency response Example

    z-transforms Definition and properties Inverse z-transform Causal and anticausal systems Stability

    Digital Signal Processing. Slide 1.3

    Sampling

    Analog signal Sampling function sT(t) is a sequence of impulses

    x ta ( ) x nTa ( )

    s tT ( )-0.5

    1

    0 10 20 30 40 50-1

    0

    0.5

    x t( )

    x n T( )s tT ( )

    t

    s t t mTm

    T ( ) ( )= =

    Sampling period T

    x ta ( )

    Digital Signal Processing. Slide 1.4

    Symbols

    continuous time signal samples of continuous time signal discrete-time signal frequency digital frequency FT of DFT of

    x ta ( )x nTa ( )x n( )

    x ta ( )x n( ) ( )X e j

    )(aX

  • Digital Signal Processing. Slide 1.5

    Analysis of Sampled Signal

    Spectrum of discrete-time signal = spectrum of continuous-time signal + images at multiples of 2 From IFT:

    From IDFT:

    Combining these:

    x n X e e dj j n( ) ( )=12

    X eT

    X jT

    rT

    ja

    r( ) = +

    =

    1 2

    ==

    dejXnTxnx nTjaa )(21)()(

    Digital Signal Processing. Slide 1.6

    Proof write expression for as sum of integrals over intervals of length

    change of variable: replace with

    use integer, reverse order of sum and integration and use

    x nTa ( )2 T

    =

    +

    =r

    Tr

    Tr

    nTja dejXnx

    )12(

    )12(

    )( 21)(

    Tr2'+

    =

    +=r

    T

    T

    nrnTja deeT

    rjXnx '2' 21)( 2'

    ),( 12 nre rnj =

    de

    Tr

    TjX

    Tnx nj

    ra

    =

    += 2121)(

    T='

    Digital Signal Processing. Slide 1.7

    Note that this is in the form of an IDFT since Hence

    =

    +=r

    aj

    Tr

    TjX

    TeX 21)(

    de

    Tr

    TjX

    Tnx nj

    ra

    =

    += 2121)(

    [1]

    Digital Signal Processing. Slide 1.8

    Points to note: spectrum of x(n) is periodic in with period 2 if Xa() is not bandlimited to then information in the signal is lost

    when sampled due to overlapping spectral images - this effect is called aliasing

    if Xa(j) is bandlimited to then the original continuous-time signal can be perfectly reconstructed from its discrete-time samples

    this is known as the Nyquist Sampling Criterion is the analog frequency,

    is the digital frequency

    s2

    s2

    s 2

    0 < < = 2f = = =T fT f

    f s2 2

    22

    X e j( )

    s 2

    1 1/T

    )(aX

  • Digital Signal Processing. Slide 1.9

    Examples of signal spectra after sampling 1) sinusoidal signal at 1 kHz, sampling frequency = 8 kHz

    2) sinusoidal signal at 5.5125 kHz, sampling frequency = 44.1 kHz

    22etc

    X e j( )

    22etc

    X e j( )

    Digital Signal Processing. Slide 1.10

    3) sinusoidal signal at 1 kHz, sampling frequency = 1.1429 kHz

    22 Alia

    sedAlia

    sedAlia

    sedAlia

    sed X ej( )

    Digital Signal Processing. Slide 1.11

    Sampling in time domain => periodicity in frequency

    Sampling in frequency domain => periodicity in time

    Digital Signal Processing. Slide 1.12

    Signal Reconstruction

    A continuous-time signal can be reconstructed from its samples as

    where

    and corresponds to a lowpass filter with cut-off at the Nyquist frequency.

    )(txa{ })(nTxa=

    =n

    aa nTtgnTxtx )()()(

    ( )Tt

    Tttg sin)( =

  • Digital Signal Processing. Slide 1.13

    Proof write the IFT expression for for the range

    or equivalently

    from [1] we know that, in the range

    giving

    x ta ( ) T T

    x t TX e e daj T j t

    T

    T( ) ( )

    /

    /=

    12

    =T

    T

    tjaa deXtx

    /

    /

    )(21)(

    )(1)()( == aTjj XTeXeX

    Digital Signal Processing. Slide 1.14

    Proof (continued) using the DTFT relation (described later)

    write

    change order of summation and integration

    X e x nT ej T aj nT

    n( ) ( ) =

    =

    x t T x nT e e da aj nT

    n

    j t

    T

    T( ) ( )

    /

    /=

    =

    2

    ( )( )nTt

    T

    nTtTnTx

    deTnTxtx

    na

    T

    T

    nTtj

    naa

    =

    =

    =

    =

    sin)(

    2)()(

    /

    /

    )(

    Digital Signal Processing. Slide 1.15

    Proof (continued) This operation can be recognized as the convolution of with the

    sinc function

    This convolution represents filtering with an ideal lowpass filter with a cut-off frequency of

    the Nyquist frequency

    )(nTxa

    ( )Tt

    Ttsin

    =

    Reading: Proakis: Chapter 1, especially 1.4.1 to 1.4.7

    Digital Signal Processing. Slide 1.16

    System Functions

    Transfer function For a continuous-time system H(s) with input X(s) and output Y(s),

    its transfer function is defined as

    For a discrete-time system H(z) with input X(z) and output Y(z),

    its transfer function is defined as

    H(.), Y(.) and X(.) are polynomials in (.)

    H s Y sX s

    ( ) ( )( )

    =

    H z Y zX z

    ( ) ( )( )

    =

  • Digital Signal Processing. Slide 1.17

    Frequency response For continuous-time systems, use and investigate the

    function H(s) as a function of frequency only, i.e. write

    For discrete-time systems, use and investigate the function H(z) as a function of frequency only, i.e. write

    s j= + s j=

    z e s jsT= = +, z e j=

    j

    Re

    Imz = 1 s-plane z-plane

    s j=

    Digital Signal Processing. Slide 1.18

    Example: Transfer Function

    zeros at z = 0.3+j0.3 and z = 0.3-j0.3 poles at z = -0.9 and z = 0.7

    Can be written in terms of as

    Difference Equation:

    -1 -0.5 0 0.5 1

    -1

    -0.5

    0

    0.5

    1

    Real part

    I

    m

    a

    g

    i

    n

    a

    r

    y

    p

    a

    r

    t

    -1 -0.5 0 0.5 1

    -1

    -0.5

    0

    0.5

    1

    Real part

    I

    m

    a

    g

    i

    n

    a

    r

    y

    p

    a

    r

    t

    y n x n x n x n y n y n( ) ( ) . ( ) . ( ) . ( ) . ( )= + + 0 6 1 018 2 0 2 1 0 63 2

    z-plane

    H z z zz z

    ( ) . .. .

    = ++ 2

    20 6 0180 2 0 63

    1z21

    21

    63.02.0118.06.01)(

    ++=

    zzzzzH

    Digital Signal Processing. Slide 1.19

    Frequency Response

    set

    plot magnitude and phase

    normally plot for normalized such that

    0 0.2 0.4 0.6 0.8 1-500

    50100

    Normalized frequency (Nyquist == 1)

    P

    h

    a

    s

    e

    (

    d

    e

    g

    r

    e

    e

    s

    )

    0 0.2 0.4 0.6 0.8 1-100

    102030

    M

    a

    g

    n

    i

    t

    u

    d

    e

    (

    d

    B

    ) Frequency Responsez e j=

    0 <

  • Digital Signal Processing. Slide 1.21

    Notation

    Z-transform denoted by

    relationship indicated by

    { })()( nxZzX

    )()( zXnx z

    Digital Signal Processing. Slide 1.22

    z-transform is an infinite power series only exists for particular values of z for which the series converges these are the values of z for which X(z) has a finite value

    need to specify Region Of Convergence (ROC) when referring to z-transform

    Region of ConvergenceX z x n z n

    n( ) ( )=

    =

    Digital Signal Processing. Slide 1.23

    Examples

    Finite Duration Sequences

    { } 4321 85321)( 8 5, 3, 2, 1,)( ++++== zzzzzXnx

    { }

    ++++==

    8532)( 8 5, 3, 2, 1,)( 2112 zzzzzXnx

    1)( )()( == zXnnx

    ROC: zz and 0

    ROC: 0z

    ROC: zDigital Signal Processing. Slide 1.24

    Infinite Duration Sequences

    Sequences like are called right-sided sequences

    x n Au n( ) ( )=

    ( )X z Au n z

    A z z z

    Az

    n

    n( ) ( )=

    = + + + +

    =

    =

    1

    1

    1 2 3

    1

    "

    z

  • Digital Signal Processing. Slide 1.25

    Another Example

    The region of convergence is

    orsince

    z planeROC

    z a=

    e j = 1

    1)()( jnneanAunx =

    ( )1

    0

    1

    1

    1

    1

    1

    )()(

    =

    =

    =

    =

    =

    zaeA

    zaeA

    zeanAuzX

    j

    n

    nj

    n

    njnn

    az

    zae j

    >

  • Digital Signal Processing. Slide 1.29

    Example Find the z-transform of the following function

    Write

    Using the shift and linearity properties we obtain

    The ROC is

    0 n1 2 3 N-1-1-2-3

    1

    p n( )

    p n u n u n N( ) ( ) ( )=

    P zz

    zz

    zz

    N N( ) = =

    11 1

    111 1 1

    z

  • Digital Signal Processing. Slide 1.33

    Inverse z-transform by inspection Given a z-domain expression as a power series

    use

    to write

    X z z z( ) = + + 1 2 31 2

    { }Z A n m Az m ( ) =

    { }3 ,2 ,1)2(3)1(2)()(

    =++= nnnnx

    Digital Signal Processing. Slide 1.34

    Inverse z-transform by long division Given a z-domain expression as a ratio of polynomials, the first few terms

    of the sequence can be found by long division. Start by converting ratio of polynomials to power series, then use

    inspection E.g.

    and hence

    X z z zz z

    ( ) . ..

    = + +0 5 0 5

    0 5

    2

    2

    . + .

    .

    0 etc

    -10 5 10 0 75

    0 5 0 5 0 5

    0 5 0 5 0 250 10 0 25

    10 100 0 50

    0 75 0 50

    2

    2 2

    2

    1

    1

    z z

    z z z z

    z zz

    z z

    z

    + + + +

    ++

    ++

    . ...

    . ) . .

    . .. .

    . . .

    . .

    { }

    ,75.0 ,1 ,5.0)2(75.0)1(1)(5.0)(

    =+++= nnnnx

    Digital Signal Processing. Slide 1.35

    Inverse z-transform by partial fractions and table look-up Use tables of standard transform pairs Use partial fraction expansion to re-write problem in terms of standard

    transform pairs E.g.

    Use PFE to write

    Use standard transform pair

    to give

    X z zz

    ( ).

    = 4

    0 25

    2

    2

    x n u n u nn n( ) ( . ) ( ) ( . ) ( )= + 2 05 2 05

    X z zz

    zz

    ( ). .

    = + +2

    052

    05

    { }Z Aa u n Azz an ( ) =

    Digital Signal Processing. Slide 1.36

    Inverse z-transform by the inversion formula The inverse z-transform is given by

    This can be solved using the residue theorem

    Express as

    which has s poles at

    Then

    x nj

    X z z dznC

    ( ) ( )= 12 1

    ( )x n j X z z dz X z znC n( ) ( ) ( )= = 12 1 1 residues of at the poles inside contour CX z zn( ) 1 X z z z

    z zn

    s( )( )

    ( ) =

    1

    0

    z z= 0

    Re [ ( ) ]( )!

    ( )s X z z z zs

    d zdz

    ns

    sz z

    == =

    10

    1

    11

    10

    at

  • Digital Signal Processing. Slide 1.37

    Example Find the inverse z-transform of

    Write

    C is a circular contour of radius greater than a.

    Comparing with the form

    gives , and .

    For the only pole of is at with a residue of

    z a0 =s = 1 ( )z zn=

    n 0 z a=X z zn( ) 1

    azaz

    zX >= for 11)( 1

    ==

    C

    n

    C

    n

    dzaz

    zj

    dzaz

    zj

    nx 21

    121)( 1

    1

    sn

    zzzzzX

    )()()(0

    1

    =

    na

    Digital Signal Processing. Slide 1.38

    For there is a multiple order pole at For n= -1

    residue of pole at origin is residue of pole at is

    For n=-2 residue of pole at origin is residue of pole at is

    etc.

    Therefore

    n < 0 z = 0

    az = a 1 cancel

    Res 122

    z z aa

    z a( )

    ==

    z a=

    Res 120

    2

    z z aa

    z( )

    = =

    cancel

    1 a


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